+230.4%
ROP vs RNG
+327.7%
-97.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.9% | +0.3% | -3.0% |
| 7D | -4.4% | +5.8% | -10.2% | -5.2% |
| 30D | +3.2% | +19.6% | -16.4% | +0.6% |
| 3M | +23.1% | +67.0% | -44.0% | +13.9% |
| 6M | +13.3% | +88.4% | -75.1% | +2.7% |
| YTD | -7.9% | +155.5% | -163.3% | -20.6% |
| 1Y | -22.1% | +141.7% | -163.7% | -32.6% |
| 3Y | -16.8% | +131.1% | -147.9% | -29.6% |
| 5Y | -13.5% | -70.6% | +57.1% | -8.6% |
| 10Y | +137.7% | +228.2% | -90.5% | +70.1% |
| All | +230.4% | +327.7% | -97.3% | +126.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling